order_id stringlengths 7 7 | as_of_ts stringdate 2025-10-27 09:35:01 2025-12-26 15:55:50 | symbol stringclasses 46
values | side stringclasses 2
values | order_size_shares int64 181 1.26M | arrival_price float64 14.7 504 | notional_usd float64 4.59k 609M | arrival_spread_bps float64 0.5 5.6 | adv_pct float64 0 2 | liquidity_bucket stringclasses 4
values | volatility_5m_bps float64 3 40 | queue_length_levels int64 3 39 | imbalance_pct float64 -35 35 | venue_candidates_ranked stringlengths 8 26 | primary_algo stringclasses 5
values | urgency_1_5 int64 1 5 | primary_order_type stringclasses 4
values | expected_slippage_bps float64 1.1 21.7 | expected_fill_time_s int64 60 320 | fallback_threshold_slip_bps int64 12 35 | fallback_threshold_liq_frac float64 0.4 0.85 | fallback_trigger_logic stringclasses 4
values | fallback_triggered bool 2
classes | fallback_reason stringclasses 4
values | fallback_action stringclasses 5
values | fallback_time_s int64 0 70 | venue_path stringlengths 8 26 | order_type_path stringclasses 16
values | toxicity_score_1_100 float64 0 100 | realized_fill_ratio_pct int64 58 100 | realized_slippage_bps float64 0 52.5 | realized_fill_time_s int64 8 476 | post_trade_impact_5m_bps int64 -20 60 | post_trade_reversion_30m_bps int64 -40 30 | short_term_alpha_5m_bps int64 -40 40 | compliance_flags stringclasses 3
values | reject_code stringclasses 4
values | notes stringclasses 5
values |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X007701 | 2025-11-26 15:26:46 | XLP | Buy | 60,616 | 298 | 18,063,568 | 3 | 0.21 | Low | 14.7 | 17 | -2 | BATS>IEX | POV | 5 | MKT | 9.4 | 99 | 20 | 0.78 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 10 | BATS>IEX | MKT>IOC | 59.5 | 89 | 0 | 123 | 59 | 17 | -26 | null | null | Venue switch reduced impact |
X007702 | 2025-11-18 11:26:06 | BA | Sell | 105,811 | 168.06 | 17,782,596.66 | 2.3 | 0.353 | Low | 23.1 | 28 | 11.7 | ARCA>NYSE>IEX | TWAP | 1 | LMT | 6.1 | 97 | 26 | 0.79 | Multi | false | null | null | 0 | ARCA>NYSE>IEX | LMT | 70.9 | 93 | 14.8 | 174 | 41 | -35 | -28 | null | null | High urgency from PM |
X007703 | 2025-10-31 15:09:37 | BAC | Buy | 187,740 | 40.84 | 7,667,301.6 | 1.4 | 0.512 | Low | 21.3 | 29 | 33.1 | IEX>EDGX>BATS>ARCA | Adaptive | 2 | LMT | 5.6 | 139 | 24 | 0.51 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS>ARCA | LMT | 45.1 | 89 | 0 | 78 | 29 | -40 | -7 | null | null | Toxic prints; widened spread |
X007704 | 2025-11-09 11:25:36 | XLK | Sell | 22,433 | 338.11 | 7,584,821.63 | 1.8 | 0.063 | High | 12.2 | 4 | 32.1 | NYSE>EDGX>IEX | Adaptive | 1 | IOC | 3.6 | 67 | 17 | 0.69 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>IEX | IOC | 25 | 100 | 4.6 | 76 | -13 | 2 | 25 | null | null | Paused due to data glitch |
X007705 | 2025-12-19 13:29:02 | TSLA | Buy | 48,289 | 155.01 | 7,485,277.89 | 1.8 | 0.15 | High | 5 | 15 | -27.9 | BATS>NYSE>ARCA>IEX>EDGX | TWAP | 2 | MKT | 2.7 | 80 | 28 | 0.72 | Multi | false | null | null | 0 | BATS>NYSE>ARCA>IEX>EDGX | MKT | 95.5 | 95 | 8.4 | 60 | 36 | -20 | -3 | PositionLimitNear | null | Paused due to data glitch |
X007706 | 2025-12-22 11:11:34 | XLV | Sell | 78,867 | 310.18 | 24,462,966.06 | 1.9 | 0.221 | Low | 14.3 | 8 | -23.1 | NASDAQ>ARCA>NYSE>EDGX | Adaptive | 4 | LMT | 5.3 | 105 | 35 | 0.45 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | LMT | 15.4 | 90 | 4.5 | 84 | 44 | -3 | -1 | null | null | Paused due to data glitch |
X007707 | 2025-11-10 11:47:45 | BAC | Buy | 88,872 | 271.06 | 24,089,644.32 | 1.7 | 0.242 | Low | 14.6 | 3 | 6 | IEX>NASDAQ>EDGX>BATS>ARCA | VWAP | 2 | MKT | 5.3 | 97 | 31 | 0.63 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS>ARCA | MKT | 99.7 | 97 | 5.3 | 20 | 29 | -20 | 3 | null | null | High urgency from PM |
X007708 | 2025-11-30 11:57:48 | UNH | Sell | 16,490 | 169.89 | 2,801,486.1 | 2.3 | 0.072 | Medium | 17.1 | 22 | 9.9 | ARCA>NASDAQ>IEX | TWAP | 2 | LMT | 5.5 | 67 | 28 | 0.43 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX | LMT | 73.8 | 86 | 1.7 | 62 | 8 | -12 | -17 | PositionLimitNear | null | Stable book; normal liquidity |
X007709 | 2025-11-16 09:35:02 | NFLX | Sell | 9,773 | 268.63 | 2,625,320.99 | 3.6 | 0.093 | Low | 24.2 | 37 | -31.2 | ARCA>NYSE | IS | 5 | MKT | 15.5 | 66 | 27 | 0.4 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 37.8 | 90 | 29.5 | 144 | 24 | -40 | 9 | null | null | Stable book; normal liquidity |
X007710 | 2025-11-20 14:51:30 | BRK.B | Buy | 8,605 | 121.97 | 1,049,551.85 | 2.1 | 0.039 | Ultra | 4.6 | 21 | 15.1 | EDGX>NASDAQ>NYSE>ARCA>BATS | TWAP | 1 | LMT | 1.9 | 63 | 33 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE>ARCA>BATS | LMT | 0.3 | 95 | 4.6 | 73 | -15 | -20 | 26 | null | null | High urgency from PM |
X007711 | 2025-12-09 10:21:00 | NFLX | Sell | 22,651 | 287.68 | 6,516,239.68 | 2.3 | 0.216 | High | 3.2 | 11 | -10.8 | IEX>NASDAQ>ARCA | IS | 5 | LMT | 3.3 | 74 | 15 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 73.4 | 92 | 0 | 66 | -1 | -36 | -3 | null | null | Venue switch reduced impact |
X007712 | 2025-11-06 13:37:39 | META | Buy | 85,502 | 258.72 | 22,121,077.44 | 1.3 | 0.238 | Low | 22.3 | 3 | 24.5 | NYSE>BATS>ARCA>NASDAQ>EDGX | IS | 5 | LMT | 10.2 | 115 | 12 | 0.71 | LiqDrop | false | null | null | 0 | NYSE>BATS>ARCA>NASDAQ>EDGX | LMT | 9.3 | 96 | 18.6 | 34 | 10 | -6 | 7 | null | null | Stable book; normal liquidity |
X007713 | 2025-12-25 11:26:14 | XLF | Sell | 175,216 | 44.72 | 7,835,659.52 | 2.3 | 0.479 | Low | 20 | 7 | 21.3 | EDGX>ARCA>IEX>NYSE | TWAP | 3 | LMT | 7.2 | 147 | 27 | 0.56 | Multi | false | null | null | 0 | EDGX>ARCA>IEX>NYSE | LMT | 88.1 | 85 | 0 | 197 | 41 | -27 | -36 | null | VenueReject | Toxic prints; widened spread |
X007714 | 2025-11-19 13:54:26 | XLE | Buy | 25,706 | 358.44 | 9,214,058.64 | 3.6 | 0.092 | Low | 20.2 | 32 | -13.1 | EDGX>IEX>BATS>NASDAQ | IS | 5 | MKT | 13.5 | 76 | 20 | 0.68 | LiqDrop | false | null | null | 0 | EDGX>IEX>BATS>NASDAQ | MKT | 34.6 | 87 | 22.5 | 33 | 47 | -10 | 31 | null | null | Toxic prints; widened spread |
X007715 | 2025-12-09 12:20:13 | UNH | Sell | 3,637 | 272.62 | 991,518.94 | 2.7 | 0.016 | Ultra | 6.3 | 22 | 21 | IEX>BATS>ARCA>NASDAQ>EDGX | IS | 5 | MKT | 5.8 | 62 | 35 | 0.79 | Slip>Thresh | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ>EDGX | MKT | 89 | 91 | 0 | 67 | 9 | -17 | 23 | null | null | Paused due to data glitch |
X007716 | 2025-12-16 11:27:30 | NFLX | Buy | 14,738 | 148.7 | 2,191,540.6 | 3.9 | 0.141 | Low | 8.7 | 35 | 25.1 | IEX>NYSE>EDGX | VWAP | 2 | PO | 4.4 | 66 | 31 | 0.55 | LiqDrop | false | null | null | 0 | IEX>NYSE>EDGX | PO | 81.5 | 100 | 20.5 | 10 | -9 | 29 | 10 | null | null | Paused due to data glitch |
X007717 | 2025-11-01 12:55:29 | XLP | Sell | 15,809 | 229.72 | 3,631,643.48 | 2.6 | 0.055 | Medium | 13.1 | 18 | -29 | ARCA>NYSE | IS | 4 | MKT | 8.2 | 69 | 12 | 0.47 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 58.8 | 90 | 21.3 | 112 | 4 | 14 | 8 | null | null | Paused due to data glitch |
X007718 | 2025-11-04 15:47:04 | GOOGL | Sell | 28,935 | 219.08 | 6,339,079.8 | 0.9 | 0.086 | Medium | 24 | 26 | -6.4 | ARCA>EDGX>NYSE>NASDAQ | TWAP | 1 | IOC | 6.5 | 70 | 16 | 0.44 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ | IOC | 92.3 | 97 | 2.2 | 52 | 46 | 1 | -21 | Watchlist | null | Toxic prints; widened spread |
X007719 | 2025-11-11 15:45:12 | LQD | Buy | 34,840 | 112.22 | 3,909,744.8 | 1 | 0.172 | Medium | 16.6 | 35 | -15.4 | ARCA>BATS | POV | 4 | LMT | 6.3 | 80 | 19 | 0.82 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 63 | 87 | 4.9 | 160 | 53 | -39 | -12 | NoShort | null | Toxic prints; widened spread |
X007720 | 2025-10-30 15:30:04 | NFLX | Sell | 2,353 | 20.75 | 48,824.75 | 3.8 | 0.022 | Medium | 19.9 | 20 | 22.3 | EDGX>BATS>IEX>NASDAQ>ARCA | TWAP | 3 | MKT | 9.5 | 61 | 21 | 0.53 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | EDGX>BATS>IEX>NASDAQ>ARCA | MKT>LMT | 32.5 | 96 | 30.3 | 46 | 5 | 2 | 33 | null | null | Venue switch reduced impact |
X007721 | 2025-11-06 15:29:55 | TLT | Buy | 14,727 | 93.19 | 1,372,409.13 | 2.4 | 0.054 | High | 7.2 | 24 | -12.6 | BATS>IEX | Adaptive | 4 | MKT | 4.2 | 68 | 16 | 0.47 | Slip>Thresh | false | null | null | 0 | BATS>IEX | MKT | 65.5 | 93 | 0 | 112 | 4 | -15 | -5 | null | null | Venue switch reduced impact |
X007722 | 2025-11-08 11:29:53 | NKE | Buy | 13,754 | 111.82 | 1,537,972.28 | 3.4 | 0.064 | Low | 24.9 | 14 | 12.6 | EDGX>ARCA | IS | 5 | LMT | 12.9 | 68 | 15 | 0.75 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | LMT | 18.1 | 88 | 0 | 12 | 10 | 1 | -22 | null | null | High urgency from PM |
X007723 | 2025-12-08 15:13:38 | TLT | Sell | 96,871 | 94.43 | 9,147,528.53 | 3.3 | 0.354 | Low | 12.6 | 17 | -11.9 | EDGX>NASDAQ>BATS>ARCA>NYSE | POV | 5 | LMT | 7.3 | 122 | 26 | 0.68 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA>NYSE | LMT | 7 | 93 | 17.2 | 147 | 58 | -21 | 25 | null | null | Venue switch reduced impact |
X007724 | 2025-12-04 14:11:22 | SPY | Buy | 244,948 | 484.53 | 118,684,654.44 | 1.8 | 0.331 | Medium | 6.1 | 36 | 31.7 | IEX>NASDAQ | Adaptive | 1 | LMT | 2 | 145 | 35 | 0.45 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ | LMT | 36.6 | 89 | 10.7 | 182 | 34 | 8 | -10 | null | null | Venue switch reduced impact |
X007725 | 2025-10-29 15:48:46 | SPY | Sell | 219,219 | 493.99 | 108,291,993.81 | 1.4 | 0.296 | Low | 17.5 | 14 | 25.7 | ARCA>BATS>EDGX>IEX | TWAP | 1 | IOC | 5.2 | 136 | 32 | 0.68 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 14 | ARCA>BATS>EDGX>IEX | IOC>MKT | 78.2 | 93 | 11.2 | 189 | 12 | -8 | 28 | null | null | High urgency from PM |
X007726 | 2025-12-23 12:46:06 | HD | Buy | 7,400 | 282.79 | 2,092,646 | 1.4 | 0.029 | Ultra | 15.3 | 28 | -7 | BATS>EDGX | Adaptive | 2 | LMT | 4.1 | 63 | 15 | 0.53 | Multi | false | null | null | 0 | BATS>EDGX | LMT | 65.8 | 91 | 4.7 | 74 | 16 | 25 | 26 | null | null | High urgency from PM |
X007727 | 2025-11-14 14:24:40 | XLV | Sell | 16,193 | 16.4 | 265,565.2 | 1 | 0.045 | Ultra | 3.1 | 15 | -34.9 | NASDAQ>IEX>EDGX | TWAP | 3 | MKT | 1.8 | 68 | 29 | 0.62 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 14 | NASDAQ>IEX>EDGX | MKT>PO | 83.4 | 99 | 0 | 77 | 6 | 3 | 37 | null | null | Paused due to data glitch |
X007728 | 2025-12-16 11:48:03 | NFLX | Buy | 6,815 | 315.43 | 2,149,655.45 | 2.4 | 0.065 | Medium | 21.1 | 20 | -30.4 | EDGX>IEX>ARCA>NASDAQ>NYSE | TWAP | 3 | IOC | 8.6 | 63 | 35 | 0.51 | LiqDrop | false | null | null | 0 | EDGX>IEX>ARCA>NASDAQ>NYSE | IOC | 88 | 87 | 11.1 | 119 | 29 | -17 | -33 | null | null | Venue switch reduced impact |
X007729 | 2025-11-20 13:58:06 | JNJ | Buy | 50,409 | 57.68 | 2,907,591.12 | 3.5 | 0.185 | Low | 17.1 | 27 | 25.8 | EDGX>NYSE>NASDAQ | POV | 4 | PO | 9 | 88 | 18 | 0.64 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ | PO | 87.3 | 96 | 0 | 132 | 32 | -28 | -8 | null | null | Toxic prints; widened spread |
X007730 | 2025-12-20 09:35:47 | HYG | Sell | 43,917 | 76.58 | 3,363,163.86 | 1.8 | 0.241 | Low | 20.5 | 7 | 33.1 | NYSE>ARCA>EDGX>BATS>IEX | Adaptive | 3 | MKT | 7.6 | 81 | 24 | 0.74 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX>BATS>IEX | MKT | 88.8 | 98 | 0 | 10 | 24 | -8 | -37 | Watchlist | null | Paused due to data glitch |
X007731 | 2025-11-20 11:23:33 | PEP | Sell | 39,955 | 174.69 | 6,979,738.95 | 2.5 | 0.126 | Medium | 11.5 | 20 | 29.5 | NASDAQ>ARCA>NYSE | VWAP | 1 | LMT | 3.4 | 73 | 21 | 0.43 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>NYSE | LMT | 70.1 | 91 | 4.4 | 34 | 51 | -30 | -18 | null | null | Toxic prints; widened spread |
X007732 | 2025-12-22 09:35:08 | SPY | Buy | 81,281 | 485.92 | 39,496,063.52 | 1.1 | 0.11 | Medium | 23.1 | 35 | 5.1 | ARCA>NYSE>IEX>EDGX | VWAP | 1 | LMT | 5.2 | 88 | 25 | 0.7 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>EDGX | LMT | 8 | 93 | 0 | 97 | -18 | 4 | 19 | null | null | High urgency from PM |
X007733 | 2025-11-04 12:43:23 | XLP | Sell | 53,391 | 260.66 | 13,916,898.06 | 2.7 | 0.185 | Medium | 5.8 | 6 | 4.2 | ARCA>BATS>IEX>NASDAQ>NYSE | TWAP | 1 | LMT | 2.5 | 78 | 21 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>IEX>NASDAQ>NYSE | LMT | 16.5 | 88 | 1.6 | 146 | 34 | -30 | -8 | null | null | Stable book; normal liquidity |
X007734 | 2025-12-05 12:21:15 | XLF | Buy | 23,804 | 234.81 | 5,589,417.24 | 3.2 | 0.065 | High | 5.9 | 13 | -9.2 | BATS>NASDAQ>ARCA>EDGX>NYSE | Adaptive | 1 | IOC | 2.8 | 68 | 17 | 0.58 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>ARCA>EDGX>NYSE | IOC | 99.8 | 99 | 10.6 | 73 | 27 | 3 | -18 | null | null | Venue switch reduced impact |
X007735 | 2025-11-21 13:13:07 | QQQ | Buy | 58,714 | 396.64 | 23,288,320.96 | 0.7 | 0.186 | Medium | 18.5 | 29 | -12.1 | EDGX>NYSE | IS | 5 | PO | 9.1 | 98 | 12 | 0.55 | Multi | false | null | null | 0 | EDGX>NYSE | PO | 58.8 | 100 | 0 | 85 | -1 | 19 | 2 | null | null | High urgency from PM |
X007736 | 2025-11-16 09:35:05 | IWM | Buy | 40,116 | 206.38 | 8,279,140.08 | 1.7 | 0.055 | High | 12.4 | 33 | 12.9 | ARCA>EDGX>IEX | Adaptive | 2 | LMT | 3.6 | 77 | 29 | 0.65 | Multi | false | null | null | 0 | ARCA>EDGX>IEX | LMT | 94.2 | 99 | 2.7 | 40 | 13 | -40 | 24 | null | null | Venue switch reduced impact |
X007737 | 2025-11-20 12:33:21 | VZ | Buy | 11,336 | 113.38 | 1,285,275.68 | 3.8 | 0.097 | Low | 16.8 | 18 | -20.5 | EDGX>IEX>BATS>NYSE | POV | 5 | LMT | 9.1 | 67 | 13 | 0.69 | Multi | true | MultiTrigger | VenueSwitch | 10 | EDGX>IEX>BATS>NYSE | LMT>IOC | 92.1 | 87 | 17.1 | 37 | -9 | 14 | 36 | null | null | High urgency from PM |
X007738 | 2025-10-28 14:02:44 | HD | Sell | 15,448 | 125.49 | 1,938,569.52 | 3 | 0.06 | Medium | 15.8 | 30 | 32 | BATS>IEX>EDGX | Adaptive | 2 | IOC | 5.7 | 66 | 18 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>IEX>EDGX | IOC | 42.6 | 88 | 2.4 | 93 | -3 | -10 | 9 | null | null | Paused due to data glitch |
X007739 | 2025-11-06 14:54:43 | AAPL | Buy | 39,897 | 171.64 | 6,847,921.08 | 2.7 | 0.117 | Medium | 6.6 | 18 | 22.9 | IEX>EDGX>NYSE>BATS | TWAP | 3 | PO | 3.8 | 79 | 29 | 0.41 | LiqDrop | false | null | null | 0 | IEX>EDGX>NYSE>BATS | PO | 16.4 | 97 | 0 | 107 | -3 | -27 | 34 | PositionLimitNear | null | Stable book; normal liquidity |
X007740 | 2025-12-21 15:55:57 | VZ | Buy | 3,902 | 262.85 | 1,025,640.7 | 3.7 | 0.033 | Ultra | 6.7 | 5 | -21.3 | NASDAQ>BATS>NYSE | POV | 5 | MKT | 6.4 | 62 | 26 | 0.7 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE | MKT | 37.1 | 92 | 13.2 | 19 | 29 | -6 | 17 | null | null | Stable book; normal liquidity |
X007741 | 2025-12-04 10:45:24 | CVX | Buy | 5,738 | 206.16 | 1,182,946.08 | 0.8 | 0.034 | Ultra | 10.7 | 22 | -26.2 | ARCA>EDGX>NYSE>NASDAQ | TWAP | 3 | LMT | 3.5 | 62 | 31 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ | LMT | 5.7 | 99 | 3.7 | 77 | 48 | 13 | 32 | NoShort | null | Stable book; normal liquidity |
X007742 | 2025-11-18 09:44:43 | XLB | Buy | 126,082 | 115.73 | 14,591,469.86 | 2.6 | 0.321 | Low | 7.5 | 22 | 3.1 | IEX>BATS>EDGX>NYSE>ARCA | VWAP | 2 | MKT | 3.8 | 113 | 18 | 0.82 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NYSE>ARCA | MKT | 70.1 | 88 | 0 | 118 | 28 | -24 | 3 | null | null | Paused due to data glitch |
X007743 | 2025-12-16 11:59:58 | NFLX | Buy | 20,008 | 171.38 | 3,428,971.04 | 2.4 | 0.191 | Low | 19.8 | 36 | -13.9 | ARCA>EDGX>BATS>NYSE | VWAP | 3 | PO | 7.4 | 70 | 32 | 0.52 | LiqDrop | false | null | null | 0 | ARCA>EDGX>BATS>NYSE | PO | 66.4 | 100 | 0 | 65 | 32 | -12 | 39 | Watchlist | null | Venue switch reduced impact |
X007744 | 2025-11-11 10:18:25 | XLK | Sell | 31,134 | 193.06 | 6,010,730.04 | 1.3 | 0.087 | Medium | 17 | 19 | -8.7 | ARCA>NASDAQ>IEX>BATS>NYSE | IS | 4 | MKT | 8.8 | 77 | 13 | 0.81 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS>NYSE | MKT | 77.7 | 88 | 12.2 | 82 | 3 | 4 | 38 | null | null | Paused due to data glitch |
X007745 | 2025-12-21 15:28:02 | BRK.B | Buy | 27,024 | 129.68 | 3,504,472.32 | 2.1 | 0.123 | High | 4.3 | 18 | 11.8 | IEX>ARCA>BATS | IS | 4 | MKT | 3.8 | 75 | 29 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS | MKT | 43.9 | 86 | 0 | 105 | 56 | -3 | 24 | null | null | Toxic prints; widened spread |
X007746 | 2025-12-25 13:19:46 | AMD | Sell | 2,063 | 59.94 | 123,656.22 | 1.8 | 0.058 | High | 10 | 15 | -18.6 | NASDAQ>IEX>EDGX>NYSE>BATS | Adaptive | 5 | LMT | 4.4 | 61 | 15 | 0.47 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE>BATS | LMT | 84.9 | 85 | 7.5 | 63 | 56 | -1 | 27 | null | null | High urgency from PM |
X007747 | 2025-12-24 13:03:00 | CVX | Buy | 14,695 | 48.29 | 709,621.55 | 1.1 | 0.087 | High | 11.9 | 15 | 27.4 | NASDAQ>IEX>EDGX | VWAP | 1 | LMT | 2.9 | 65 | 13 | 0.42 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 76.3 | 93 | 0 | 47 | 57 | -16 | -7 | null | null | Paused due to data glitch |
X007748 | 2025-12-20 12:12:35 | XLF | Buy | 42,719 | 325.89 | 13,921,694.91 | 2.2 | 0.117 | Medium | 10.3 | 28 | -26.9 | NASDAQ>BATS>EDGX | VWAP | 3 | LMT | 4 | 81 | 15 | 0.83 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | NASDAQ>BATS>EDGX | LMT>IOC | 82.7 | 98 | 0 | 43 | 9 | 23 | 34 | NoShort | null | High urgency from PM |
X007749 | 2025-12-23 13:58:10 | BAC | Buy | 93,143 | 196.3 | 18,283,970.9 | 1 | 0.254 | Medium | 7.4 | 21 | 11.8 | BATS>ARCA>EDGX | POV | 5 | MKT | 4.4 | 120 | 26 | 0.48 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 40.5 | 88 | 6.2 | 190 | -18 | -18 | 2 | null | null | Venue switch reduced impact |
X007750 | 2025-11-18 10:46:37 | MSFT | Sell | 7,854 | 108.42 | 851,530.68 | 3.5 | 0.042 | Medium | 24 | 30 | 25.5 | NASDAQ>EDGX>BATS>IEX>NYSE | TWAP | 1 | LMT | 6.7 | 62 | 30 | 0.53 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>BATS>IEX>NYSE | LMT | 14.9 | 60 | 10.8 | 120 | 39 | 3 | 1 | Watchlist | null | Stable book; normal liquidity |
X007751 | 2025-11-13 13:16:56 | PEP | Buy | 26,813 | 205.69 | 5,515,165.97 | 5.2 | 0.085 | Medium | 6.6 | 10 | -30.5 | ARCA>BATS | POV | 4 | IOC | 6.6 | 75 | 32 | 0.64 | LiqDrop | false | null | null | 0 | ARCA>BATS | IOC | 59.2 | 95 | 7.7 | 10 | 15 | 9 | -20 | PositionLimitNear | null | Stable book; normal liquidity |
X007752 | 2025-11-17 13:57:19 | T | Sell | 52,970 | 239.76 | 12,700,087.2 | 4.8 | 0.442 | Low | 21.7 | 4 | -16.5 | IEX>NYSE | Adaptive | 2 | MKT | 8.7 | 82 | 12 | 0.81 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 14.6 | 89 | 8.1 | 37 | 55 | 8 | -10 | Watchlist | null | Stable book; normal liquidity |
X007753 | 2025-11-06 13:01:53 | XLV | Buy | 48,128 | 72.77 | 3,502,274.56 | 2.1 | 0.135 | Medium | 6.1 | 36 | -15.6 | ARCA>IEX | Adaptive | 5 | LMT | 3.3 | 91 | 13 | 0.57 | ToxicitySpike | false | null | null | 0 | ARCA>IEX | LMT | 38.6 | 86 | 10.9 | 83 | 28 | -17 | -24 | null | null | Stable book; normal liquidity |
X007754 | 2025-11-16 10:05:09 | XOM | Buy | 67,242 | 161.85 | 10,883,117.7 | 4.3 | 0.615 | Low | 19 | 5 | 28 | BATS>EDGX>NASDAQ>IEX | VWAP | 2 | LMT | 6.8 | 88 | 13 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 21 | BATS>EDGX>NASDAQ>IEX | LMT>PO | 3 | 94 | 17.8 | 102 | 47 | 12 | -37 | null | null | Venue switch reduced impact |
X007755 | 2025-11-24 10:20:12 | PEP | Buy | 20,928 | 71.78 | 1,502,211.84 | 4.5 | 0.066 | Medium | 6.3 | 28 | -10.6 | NYSE>EDGX>IEX>NASDAQ | TWAP | 1 | IOC | 3.9 | 67 | 17 | 0.42 | LiqDrop | false | null | null | 0 | NYSE>EDGX>IEX>NASDAQ | IOC | 94.2 | 92 | 19 | 97 | 1 | -5 | -17 | null | null | Venue switch reduced impact |
X007756 | 2025-12-10 13:41:19 | XLB | Buy | 18,741 | 190.13 | 3,563,226.33 | 2.2 | 0.048 | Medium | 19.8 | 18 | 11.7 | ARCA>BATS>EDGX>IEX>NYSE | Adaptive | 2 | MKT | 6.6 | 67 | 26 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX>IEX>NYSE | MKT | 56.6 | 86 | 6.7 | 55 | 52 | -21 | 27 | null | null | Stable book; normal liquidity |
X007757 | 2025-11-24 10:17:11 | SPY | Buy | 318,449 | 463.5 | 147,601,111.5 | 1.8 | 0.43 | Low | 7.4 | 27 | -34.4 | EDGX>NASDAQ>IEX>ARCA | VWAP | 2 | PO | 3 | 195 | 32 | 0.75 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | PO | 79.9 | 95 | 6.1 | 246 | 25 | -20 | -29 | null | null | Paused due to data glitch |
X007758 | 2025-12-18 11:29:42 | QQQ | Buy | 58,563 | 407.64 | 23,872,621.32 | 0.6 | 0.186 | Ultra | 5.9 | 22 | -25.5 | BATS>NYSE>ARCA>NASDAQ | POV | 5 | LMT | 2.7 | 98 | 19 | 0.71 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ | LMT | 24.3 | 89 | 4.4 | 92 | 49 | 7 | -25 | null | null | Paused due to data glitch |
X007759 | 2025-12-22 09:35:26 | XLF | Sell | 5,383 | 44.12 | 237,497.96 | 3.7 | 0.015 | High | 18 | 28 | 7.9 | IEX>NASDAQ | VWAP | 3 | LMT | 6.9 | 62 | 17 | 0.5 | Multi | false | null | null | 0 | IEX>NASDAQ | LMT | 91.5 | 91 | 0 | 89 | 59 | 1 | 10 | null | null | Paused due to data glitch |
X007760 | 2025-12-19 12:09:32 | LQD | Sell | 8,574 | 107.26 | 919,647.24 | 1.7 | 0.042 | High | 18.5 | 21 | -23.9 | IEX>BATS>ARCA | TWAP | 2 | MKT | 6.7 | 63 | 15 | 0.85 | Multi | false | null | null | 0 | IEX>BATS>ARCA | MKT | 68.2 | 94 | 8 | 67 | 40 | -38 | -36 | null | null | Stable book; normal liquidity |
X007761 | 2025-12-23 15:16:27 | META | Sell | 193,395 | 123.56 | 23,895,886.2 | 1.1 | 0.539 | Low | 10.7 | 13 | -28.9 | IEX>ARCA>BATS>NYSE>EDGX | IS | 5 | MKT | 6.7 | 185 | 31 | 0.48 | LiqDrop | false | null | null | 0 | IEX>ARCA>BATS>NYSE>EDGX | MKT | 55.8 | 96 | 4.7 | 137 | 44 | 15 | -6 | null | null | Stable book; normal liquidity |
X007762 | 2025-11-24 10:15:54 | XLE | Sell | 161,391 | 232.23 | 37,479,831.93 | 1.9 | 0.579 | Low | 7.7 | 20 | -3.9 | NASDAQ>BATS | POV | 4 | MKT | 5 | 152 | 35 | 0.67 | Multi | false | null | null | 0 | NASDAQ>BATS | MKT | 98.1 | 87 | 14.1 | 161 | -7 | 2 | -26 | null | PriceBand | High urgency from PM |
X007763 | 2025-12-09 11:40:37 | XOM | Sell | 11,014 | 183.37 | 2,019,637.18 | 3.9 | 0.101 | Low | 19.6 | 36 | 2 | BATS>NASDAQ | Adaptive | 2 | PO | 6.9 | 64 | 17 | 0.68 | LiqDrop | false | null | null | 0 | BATS>NASDAQ | PO | 89.9 | 99 | 10.9 | 11 | 58 | 25 | -34 | Watchlist | null | Stable book; normal liquidity |
X007764 | 2025-10-27 12:04:55 | AMZN | Sell | 1,459 | 140.23 | 204,595.57 | 2.6 | 0.067 | High | 5.2 | 19 | -0.7 | ARCA>NASDAQ>EDGX | Adaptive | 3 | MKT | 3.3 | 60 | 16 | 0.64 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX | MKT | 74.7 | 95 | 2.7 | 128 | 16 | -36 | -36 | null | null | Toxic prints; widened spread |
X007765 | 2025-12-25 10:15:55 | MSFT | Sell | 11,158 | 39.19 | 437,282.02 | 2.8 | 0.059 | Medium | 21.7 | 38 | 6.8 | BATS>ARCA>EDGX>IEX | TWAP | 3 | MKT | 9.4 | 65 | 34 | 0.83 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>IEX | MKT | 65.6 | 92 | 0 | 10 | 48 | 2 | 4 | Watchlist | null | Paused due to data glitch |
X007766 | 2025-11-16 12:02:46 | XLF | Sell | 70,149 | 293.95 | 20,620,298.55 | 1.9 | 0.192 | Low | 15.7 | 29 | -11.8 | IEX>NASDAQ | POV | 5 | MKT | 8.9 | 105 | 34 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | MKT | 66 | 99 | 0 | 35 | 53 | 20 | 11 | Watchlist | null | Venue switch reduced impact |
X007767 | 2025-11-18 09:35:31 | AAPL | Buy | 55,117 | 283.98 | 15,652,125.66 | 2.4 | 0.162 | Low | 13.9 | 28 | 13.7 | ARCA>EDGX>NASDAQ | TWAP | 2 | LMT | 4.7 | 83 | 26 | 0.63 | Multi | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 42.3 | 94 | 13.5 | 18 | 37 | -29 | 14 | PositionLimitNear | null | High urgency from PM |
X007768 | 2025-10-28 10:41:20 | CVX | Sell | 11,426 | 312.41 | 3,569,596.66 | 0.9 | 0.068 | High | 21.2 | 18 | 15.1 | NASDAQ>ARCA>EDGX | TWAP | 1 | LMT | 5 | 63 | 33 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | LMT | 92.9 | 87 | 9.4 | 71 | -6 | -34 | -6 | NoShort | null | Paused due to data glitch |
X007769 | 2025-12-11 11:22:51 | IEF | Buy | 30,244 | 99.56 | 3,011,092.64 | 3.1 | 0.115 | Medium | 10.6 | 33 | 10.7 | BATS>NASDAQ>IEX>EDGX>ARCA | Adaptive | 5 | MKT | 6.5 | 79 | 29 | 0.43 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>IEX>EDGX>ARCA | MKT | 52.3 | 99 | 15.1 | 95 | 16 | -18 | -38 | null | null | High urgency from PM |
X007770 | 2025-12-12 12:07:29 | XLK | Sell | 57,829 | 321.23 | 18,576,409.67 | 1.4 | 0.162 | Medium | 8.2 | 7 | 4.8 | NYSE>EDGX>BATS | POV | 5 | MKT | 5 | 97 | 22 | 0.58 | Multi | false | null | null | 0 | NYSE>EDGX>BATS | MKT | 55.7 | 92 | 0 | 128 | 19 | 30 | -10 | null | VenueReject | High urgency from PM |
X007771 | 2025-11-14 14:43:00 | V | Buy | 6,683 | 120.22 | 803,430.26 | 4.5 | 0.087 | Low | 26.1 | 22 | 15.2 | BATS>NYSE | IS | 4 | LMT | 12.9 | 63 | 25 | 0.74 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 17 | BATS>NYSE | LMT>IOC | 97.3 | 73 | 11.7 | 76 | 33 | 1 | -11 | null | null | Toxic prints; widened spread |
X007772 | 2025-12-06 15:45:52 | SPY | Buy | 188,432 | 487.68 | 91,894,517.76 | 1.4 | 0.255 | Low | 23 | 38 | -17.1 | NASDAQ>EDGX>IEX>ARCA>NYSE | VWAP | 2 | IOC | 7.2 | 140 | 33 | 0.51 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 23 | NASDAQ>EDGX>IEX>ARCA>NYSE | IOC>PO | 91 | 92 | 1.5 | 160 | 1 | 30 | -7 | Watchlist | null | Stable book; normal liquidity |
X007773 | 2025-11-07 10:10:21 | DIS | Sell | 39,961 | 317.69 | 12,695,210.09 | 1.3 | 0.174 | Low | 18.5 | 37 | 23.9 | NASDAQ>IEX>NYSE | IS | 4 | PO | 8.7 | 82 | 12 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>NYSE | PO | 42.4 | 97 | 26.4 | 33 | -20 | 19 | 1 | null | null | High urgency from PM |
X007774 | 2025-11-01 15:25:03 | CSCO | Buy | 14,189 | 85.35 | 1,211,031.15 | 2.7 | 0.036 | Ultra | 8.1 | 10 | 1.8 | IEX>ARCA | IS | 5 | LMT | 5.5 | 69 | 26 | 0.59 | Multi | false | null | null | 0 | IEX>ARCA | LMT | 54.7 | 61 | 5 | 46 | 2 | -33 | -17 | null | null | Venue switch reduced impact |
X007775 | 2025-12-16 14:11:31 | WMT | Sell | 80,081 | 59.42 | 4,758,413.02 | 3.4 | 0.246 | Low | 19.9 | 12 | -22.3 | ARCA>EDGX | POV | 4 | LMT | 9.1 | 106 | 35 | 0.69 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | LMT | 30.8 | 86 | 19.4 | 48 | 49 | 12 | -24 | null | null | Paused due to data glitch |
X007776 | 2025-11-08 15:19:01 | META | Sell | 17,344 | 184.4 | 3,198,233.6 | 1 | 0.048 | Ultra | 8.3 | 38 | 25.4 | NASDAQ>IEX>NYSE>EDGX | Adaptive | 1 | MKT | 2.4 | 66 | 23 | 0.5 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX | MKT | 76.5 | 96 | 0 | 10 | 48 | -31 | -35 | null | null | Stable book; normal liquidity |
X007777 | 2025-11-15 15:13:45 | NVDA | Sell | 4,824 | 214.13 | 1,032,963.12 | 1.8 | 0.125 | High | 6.8 | 31 | -15.7 | IEX>ARCA>NYSE | IS | 5 | MKT | 5.2 | 63 | 19 | 0.6 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE | MKT | 24.3 | 96 | 18.9 | 20 | 29 | -31 | 21 | null | null | Stable book; normal liquidity |
X007778 | 2025-11-19 13:52:35 | IEF | Sell | 3,937 | 94.67 | 372,715.79 | 1.9 | 0.015 | Ultra | 11 | 39 | -7 | NYSE>IEX>BATS>NASDAQ | IS | 5 | MKT | 7.3 | 62 | 19 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ | MKT | 58.9 | 97 | 4.9 | 40 | 7 | 2 | 13 | null | null | Toxic prints; widened spread |
X007779 | 2025-11-02 15:48:35 | XOM | Sell | 29,181 | 116.18 | 3,390,248.58 | 3.4 | 0.267 | Low | 22.1 | 19 | 16.7 | ARCA>BATS>IEX>EDGX | IS | 4 | LMT | 10.7 | 76 | 26 | 0.63 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>IEX>EDGX | LMT | 75.8 | 86 | 0 | 142 | -18 | -2 | -10 | null | null | Toxic prints; widened spread |
X007780 | 2025-11-08 12:58:09 | DIS | Sell | 7,668 | 124.88 | 957,579.84 | 1.7 | 0.033 | High | 19.1 | 24 | -7.2 | EDGX>NASDAQ>NYSE | VWAP | 1 | IOC | 5.4 | 62 | 18 | 0.57 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>NYSE | IOC | 11.8 | 96 | 9.7 | 58 | 31 | 5 | 40 | null | null | Venue switch reduced impact |
X007781 | 2025-11-06 12:18:45 | NFLX | Sell | 9,356 | 26.05 | 243,723.8 | 3.1 | 0.089 | High | 5.6 | 39 | 19.3 | NASDAQ>BATS>NYSE>IEX | IS | 5 | LMT | 4.8 | 66 | 23 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE>IEX | LMT | 47.5 | 90 | 9.5 | 52 | 48 | -21 | 22 | null | null | High urgency from PM |
X007782 | 2025-11-09 09:59:45 | GOOGL | Sell | 100,917 | 180.06 | 18,171,115.02 | 1.7 | 0.301 | Medium | 6.8 | 3 | -7.9 | IEX>ARCA>NYSE | Adaptive | 1 | MKT | 2.5 | 95 | 18 | 0.85 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE | MKT | 10.6 | 94 | 0 | 94 | -7 | -34 | 26 | null | VenueReject | High urgency from PM |
X007783 | 2025-11-03 15:19:11 | UNH | Buy | 51,187 | 286.52 | 14,666,099.24 | 1.8 | 0.225 | Low | 24.4 | 10 | 19.8 | BATS>NYSE>IEX | TWAP | 3 | MKT | 9.8 | 85 | 29 | 0.46 | Multi | false | null | null | 0 | BATS>NYSE>IEX | MKT | 36.1 | 96 | 33.7 | 57 | 46 | 13 | 17 | null | null | Venue switch reduced impact |
X007784 | 2025-11-27 09:54:22 | BA | Buy | 86,217 | 105.41 | 9,088,133.97 | 2.5 | 0.287 | Low | 23.5 | 36 | -3.1 | EDGX>NASDAQ>IEX>NYSE>BATS | POV | 4 | PO | 10.7 | 109 | 23 | 0.82 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE>BATS | PO | 25.5 | 96 | 0 | 97 | 13 | -2 | -31 | null | null | High urgency from PM |
X007785 | 2025-11-04 14:57:19 | TSLA | Buy | 65,006 | 77.66 | 5,048,365.96 | 1.3 | 0.202 | Medium | 11.9 | 7 | -9.8 | IEX>BATS>ARCA>NASDAQ | Adaptive | 2 | MKT | 4 | 87 | 33 | 0.7 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | IEX>BATS>ARCA>NASDAQ | MKT>LMT | 96.8 | 98 | 0 | 72 | 45 | 4 | -16 | null | null | Venue switch reduced impact |
X007786 | 2025-12-18 11:06:38 | IEF | Sell | 15,835 | 99.44 | 1,574,632.4 | 2.2 | 0.06 | Medium | 18.3 | 9 | 26.6 | BATS>IEX>ARCA>NASDAQ | IS | 5 | MKT | 11.2 | 70 | 34 | 0.73 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | MKT | 17.5 | 97 | 7.8 | 10 | 21 | 13 | -9 | null | null | High urgency from PM |
X007787 | 2025-10-27 13:50:10 | XLY | Buy | 29,104 | 296.17 | 8,619,731.68 | 1.5 | 0.121 | Medium | 18.6 | 16 | -8.1 | NASDAQ>IEX>NYSE>EDGX | VWAP | 2 | LMT | 5.2 | 72 | 26 | 0.72 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX | LMT | 48.2 | 87 | 16.2 | 147 | 54 | -12 | -21 | null | null | Paused due to data glitch |
X007788 | 2025-11-12 09:35:10 | IWM | Sell | 130,667 | 190.24 | 24,858,090.08 | 1.3 | 0.18 | Low | 23.9 | 28 | 20.1 | ARCA>IEX | Adaptive | 3 | MKT | 8.3 | 125 | 14 | 0.72 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 27 | ARCA>IEX | MKT>LMT | 70.6 | 97 | 18.5 | 97 | 43 | -26 | 20 | Watchlist | null | Toxic prints; widened spread |
X007789 | 2025-11-27 12:26:05 | XLV | Sell | 32,287 | 301.47 | 9,733,561.89 | 1.2 | 0.091 | High | 8.5 | 7 | -29.5 | ARCA>IEX | TWAP | 1 | LMT | 2.4 | 71 | 18 | 0.78 | Multi | false | null | null | 0 | ARCA>IEX | LMT | 63.1 | 93 | 1.7 | 71 | 26 | -24 | -28 | null | null | Paused due to data glitch |
X007790 | 2025-12-26 12:31:02 | HYG | Sell | 3,084 | 78.33 | 241,569.72 | 1.5 | 0.017 | Ultra | 14.9 | 13 | -15.8 | NASDAQ>ARCA>BATS>IEX | TWAP | 1 | MKT | 4.7 | 61 | 27 | 0.62 | Multi | false | null | null | 0 | NASDAQ>ARCA>BATS>IEX | MKT | 94.9 | 94 | 12.9 | 68 | -8 | 5 | 38 | PositionLimitNear | null | Venue switch reduced impact |
X007791 | 2025-11-18 13:21:06 | T | Buy | 19,119 | 277.72 | 5,309,728.68 | 5.1 | 0.159 | Low | 18.2 | 12 | 10.9 | NYSE>ARCA>BATS>EDGX | VWAP | 2 | LMT | 6.8 | 68 | 27 | 0.72 | Multi | false | null | null | 0 | NYSE>ARCA>BATS>EDGX | LMT | 61 | 96 | 14.6 | 87 | 3 | -20 | 23 | null | Unknown | High urgency from PM |
X007792 | 2025-12-24 15:21:30 | GOOGL | Buy | 37,619 | 287.99 | 10,833,895.81 | 2 | 0.112 | Medium | 17.1 | 15 | 17.6 | EDGX>BATS | IS | 5 | IOC | 10 | 84 | 13 | 0.75 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | IOC | 88.4 | 87 | 0 | 48 | 6 | 20 | 40 | null | null | Stable book; normal liquidity |
X007793 | 2025-10-27 15:35:59 | UNH | Sell | 58,088 | 149.56 | 8,687,641.28 | 2.5 | 0.255 | Low | 12.7 | 24 | 14.5 | EDGX>NYSE>ARCA>BATS | IS | 4 | PO | 7.3 | 93 | 22 | 0.54 | Multi | false | null | null | 0 | EDGX>NYSE>ARCA>BATS | PO | 60.8 | 86 | 20.1 | 144 | 21 | 21 | -2 | NoShort | null | High urgency from PM |
X007794 | 2025-12-03 09:35:11 | PFE | Buy | 30,491 | 82.99 | 2,530,448.09 | 2.7 | 0.083 | Medium | 9.5 | 6 | 3.3 | NYSE>NASDAQ>BATS | IS | 4 | LMT | 5.5 | 77 | 26 | 0.81 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 19 | NYSE>NASDAQ>BATS | LMT>IOC | 84.7 | 67 | 13.8 | 117 | -12 | 20 | 11 | NoShort | null | Stable book; normal liquidity |
X007795 | 2025-12-21 14:54:17 | XOM | Buy | 54,877 | 125.49 | 6,886,514.73 | 4.4 | 0.502 | Low | 24.4 | 11 | -24.2 | EDGX>BATS>IEX>ARCA | Adaptive | 3 | LMT | 8.7 | 87 | 23 | 0.51 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>ARCA | LMT | 58.6 | 99 | 0 | 37 | 15 | -13 | 14 | null | null | High urgency from PM |
X007796 | 2025-12-23 15:55:57 | CVX | Sell | 14,951 | 145.09 | 2,169,240.59 | 1.3 | 0.089 | Medium | 20.2 | 32 | -31.2 | EDGX>ARCA>BATS>NYSE | TWAP | 2 | MKT | 7 | 66 | 27 | 0.51 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS>NYSE | MKT | 77.3 | 88 | 15.9 | 89 | 29 | -24 | -18 | null | null | High urgency from PM |
X007797 | 2025-11-10 13:32:44 | BRK.B | Buy | 11,216 | 167.63 | 1,880,138.08 | 2.1 | 0.051 | High | 7.8 | 31 | -1 | IEX>NYSE>ARCA | IS | 5 | MKT | 5.9 | 67 | 17 | 0.68 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA | MKT | 54.2 | 98 | 7.1 | 70 | -11 | -12 | 17 | null | null | Toxic prints; widened spread |
X007798 | 2025-11-04 15:51:37 | XLF | Buy | 12,118 | 233.24 | 2,826,402.32 | 2.1 | 0.033 | Medium | 24.6 | 39 | 2.6 | EDGX>NYSE | IS | 5 | MKT | 14.2 | 67 | 20 | 0.85 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | MKT | 22.3 | 90 | 20.7 | 10 | 3 | 28 | 31 | Watchlist | null | Paused due to data glitch |
X007799 | 2025-11-05 13:45:52 | PEP | Buy | 37,022 | 147.58 | 5,463,706.76 | 3.4 | 0.117 | Low | 24 | 23 | -18.8 | BATS>NASDAQ>EDGX>IEX>NYSE | Adaptive | 5 | LMT | 9.8 | 84 | 20 | 0.44 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX>NYSE | LMT | 1.7 | 96 | 0 | 42 | 27 | 8 | 13 | PositionLimitNear | null | Venue switch reduced impact |
X007800 | 2025-12-05 12:11:48 | LQD | Sell | 25,945 | 113.46 | 2,943,719.7 | 0.8 | 0.128 | Medium | 19.4 | 33 | -27.2 | ARCA>IEX>NYSE>NASDAQ>BATS | Adaptive | 5 | LMT | 6.7 | 76 | 15 | 0.68 | LiqDrop | false | null | null | 0 | ARCA>IEX>NYSE>NASDAQ>BATS | LMT | 67.4 | 90 | 8 | 10 | 52 | 14 | 2 | null | null | High urgency from PM |
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